Suppose an investor contacted a broker on Monday, February 16 and placed an order to take a long position in 10 March gold futures contracts. Further suppose that at the time the order was executed, the March gold futures price was 980 dollars per troy ounce. The size of each contract is 100 troy ounces.

The broker required the investor to post an initial margin of $2,500 per contract. The broker also informed the investor that the maintenance margin is $1,000 per contract.

Date	March Gold Futures Settlement Prices ($/troy ounce)	Mark- to- Market ($)	Add/Withdraw To/From Margin Account ($)	End-of-Day Balance ($)
2/16 Open	980	Nothing needs to be entered here	(1)
2/16 Settle	990
2/17 Settle	980	(2)		(3)
2/18 Settle	960	(4)		(5)
2/19 Settle	975
2/20 Settle	980		(6)	0

Please round the number solution to the nearest whole number.

What the correct amount in (1) of the table? Your answer is ______

What the correct amount in (2) of the table? Your answer is _______

What the correct amount in (3) of the table? Your answer is _______

What the correct amount in (4) of the table? Your answer is ________

What the correct amount in (5) of the table? Your answer is _______

What the correct amount in (6) of the table? Your answer is _______

What the variation margin amount in this question? Your answer is ______

What is the total gain/loss on the futures trading from Feb. 16 through Feb. 20? Ignore commission charges. Your answer is _______